scientific article; zbMATH DE number 970516

MaRDI QIDQ5688685zbMATH OpenFDO

Authors Onésimo Hernández-Lerma

Publication date 23 January 1997

zbMATH Keywords

approximate solutionBorel state and control spacesdiscounted-reward Markov control processesinfinite-horizon control problemparametric control modelsrolling horizon procedure

Mathematics Subject Classification ID

Markov and semi-Markov decision processes (90C40)

Recommendations

• Error bounds for rolling horizon policies in discrete-time Markov control processes
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
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Cited in

(7)

• Value iteration and rolling plans for Markov control processes with unbounded rewards
• Shrinking-horizon dynamic programming
• Rolling Horizon Procedures in Nonhomogeneous Markov Decision Processes
• Decision Roll and Horizon Roll Processes in Infinite Horizon Discounted Markov Decision Processes
• Linear-quadratic optimal control problem with a random horizon
• Error bounds for rolling horizon policies in discrete-time Markov control processes
• A theory of rolling horizon decision making

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